Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 934 CHF | 54 934 CHF | 99,38% | 99,38% |
19/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 836 CHF | 54 836 CHF | 99,26% | 99,26% |
18/11/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 206 827 | 206 827 | 51 117 CHF | 53 185 CHF | 99,27% | 99,27% |
15/11/2024 | 4,06% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 218 559 | 218 559 | 52 753 CHF | 54 938 CHF | 99,38% | 99,38% |
14/11/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 823 | 200 823 | 50 883 CHF | 52 892 CHF | 99,35% | 99,35% |
13/11/2024 | 3,95% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 209 858 | 209 858 | 52 020 CHF | 54 119 CHF | 99,36% | 99,36% |
12/11/2024 | 4,29% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 231 426 | 231 426 | 52 796 CHF | 55 110 CHF | 99,06% | 99,06% |
11/11/2024 | 4,80% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 910 CHF | 53 410 CHF | 99,27% | 99,27% |
08/11/2024 | 4,77% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 255 191 | 255 191 | 52 216 CHF | 54 768 CHF | 99,39% | 99,39% |
07/11/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 283 412 | 283 412 | 52 546 CHF | 55 380 CHF | 99,27% | 99,27% |